Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and here for more.

RBF Network as Kernel Estimator

RBF neural networks belong to the class of kernel estimation methods. These methods use a weighted sum of a finite set of nonlinear functions Φ(x-ci) to approximate an unknown function f(x). The approximation is constructed from the data samples presented to the network using the following equation:


where h is the number of kernel functions, Φ() is the kernel function, x is the input vector, c is a vector which represents the center of the kernel function in the n-dimensional space, and wi are the coefficients to adapt the approximating function f(x). If these kernel functions are mapped to a neural-network architecture, a three-layered network can be constructed where each-hidden node is represented by a single kernel function and the coefficients wi represent the weights of the output-layer.

The type of each kernel function can be chosen out of a large class of functions and in fact, it has been shown more recently that an arbitrary non-linearity is sufficient for representing any functional relationship by a neural network. Gaussian kernel functions are widely used throughout the literature. It has been shown that a small modification to the Gaussian kernel function improves the performance of RBF-networks for classification tasks:

When R equals 0, the kernel function is the classical Gaussian function  (see figure below). A large R creates a flat top of the kernel which more and more approaches the form of a cylinder with increasing R.

The output layer of an RBF network combines the kernel function of all hidden neurons with a linear-weighted sum of these functions. Depending on various parameters, the response of the network can assume virtually all thinkable shapes. Several possible response functions obtained from a network with five hidden neurons by varying the S and the R parameters are displayed below.

Last Update: 2012-10-08